+99.7%
TXN vs ITUB
+9.0%
+90.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | +1.0% | -1.6% | +2.6% | +1.1% |
| 30D | +6.1% | -26.6% | +32.8% | +8.4% |
| 3M | +10.4% | -11.1% | +21.4% | +9.0% |
| 6M | +12.6% | -13.1% | +25.7% | +11.5% |
| YTD | +83.5% | +3.9% | +79.6% | +73.6% |
| 1Y | +99.7% | +9.8% | +90.0% | +82.0% |
| All | +99.7% | +9.0% | +90.7% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling